President Bush is in a mock-free zone.
"I like him," Miller explained. "I'm going to give him a pass. I take care of my friends."
Miller is a familiar figure from his years on "Saturday Night Live," HBO and "Monday Night Football," but he will be in a different role on his daily show that debuts 9 p.m. EST Monday.
This is the Miller who has appeared at fund-raisers for Bush, ridden with the president on Air Force One, sat in the gallery at last week's State of the Union speech and was even talked about as a Republican senatorial candidate in California.
His fans didn't necessarily know that Miller. Now they do.
"Nine-11 changed me," he said. "I'm shocked that it didn't change the whole country, frankly."
The transformation isn't a complete surprise to Al Franken, his former "Saturday Night Live" colleague and now a best-selling liberal author.
"People have said to me, `What happened to Dennis?"' Franken said.
"Nothing happened to Dennis. He's the same Dennis. He's always had a conservative streak on certain issues."
Coming out in the open with it will change how he's perceived professionally, he said.
"It makes what you do different when you say, `I don't have a dog in this fight,"' Franken said. "It's a big choice to make. I made it. I made the same choice on the opposite side."
CNBC is comfortable with an unabashed Bush fan in the middle of its prime-time schedule in an election year. CNBC President Pamela Thomas-Graham said she expects John McEnroe, whose own talk show will immediately follow Miller's starting this spring, to have different views.
"When we hired Dennis, we knew exactly what his political beliefs were and his viewers will hear them," Thomas-Graham said. "The reason we hired him is we think he's witty, smart and interesting. He's part of a lineup. He's not the only person in the lineup."
The liberal media watchdog Fairness and Accuracy in Reporting accused CNBC of a conflict of interest in hiring GOP consultant Mike Murphy, an adviser to California Gov. Arnold Schwarzenegger, as a producer for Miller's show.
Schwarzenegger is scheduled to be a guest on Miller's first show Monday. CNBC points out that Murphy is one of several staff members, and that Miller is looking forward to having guests with varied views.
Miller has two words for people concerned about his credentials as host of a quasi-news show: lighten up.
"I don't have credibility, I'm a comedian," he said. "I'm not Ed Murrow up on the roof in a London fog reporting on the blitz."
As a viewer, Miller believes one of the titans of objective network news - ABC anchorman Peter Jennings - couldn't appear more liberal.
"At least I come out upfront and tell people about my politics," Miller said. "He sits there and displays it through subtle poker (expressions) all year long - the raised eyebrows, the arch tone of the voice. We get it that he's liberal. We get it that he doesn't like Bush. Just come out and say it!"
(Replied ABC News spokeswoman Cathie Levine: "Peter Jennings is an experienced journalist who respects the boundaries of fairness and accuracy in all his reporting.")
Miller cautions against making too many assumptions about his politics. He's conservative on taxes and defense issues but more liberal on social policy, he said.
"If two gay guys want to get married, I couldn't care less," he said. "It's their business. If some foreigner wants to blow their wedding up, I want my government to eliminate him."
The United States right now is simultaneously the world's most loved, hated, feared and admired nation, he said.
"In short," he said, "we're Frank Sinatra."
He's been having fun putting the show together, posing with a chain saw in promos and promising to obliterate the line between news and entertainment. He's bought a bunch of Bill O'Reilly paraphernalia and promises to give it away to viewers.
The show will feature interviews, a rant on a selected topic, a "Weekend Update"-like comic newscast and a pundit panel he calls "The Varsity."
And a monkey.
You read that right. Miller wanted a simian presence, believing a monkey occasionally scampering across the studio floor will keep both guests and viewers on their toes, he said.
While his background makes laughs inevitable, he's not making a comedy show. It's not "The Daily Show."
"I don't want it to be a screaming shriekfest," he said. "I want it to be a pretty reasoned discourse. I don't care what Gary Coleman thinks about Afghanistan, which to me was the flaw of `Politically Correct' towards the end."
Perhaps a cable show will make for an easier transition into electoral politics.
Miller, 50, said he was asked to consider a challenge to California Democratic Sen. Barbara Boxer, but wasn't interested.
"Maybe when I get older I would think about it, just as a lark, view it as its own form a of TV show," he said. "I think it would be fun to get in there and turn out the whole process - just refuse to play and don't budge. Get rid of me if you want, but I'm just going to do what I want."
By David Bauder